CME Swiss Franc Future June 2025
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1887 |
1.1897 |
0.0010 |
0.1% |
1.2026 |
| High |
1.1887 |
1.1897 |
0.0010 |
0.1% |
1.2030 |
| Low |
1.1887 |
1.1897 |
0.0010 |
0.1% |
1.1930 |
| Close |
1.1887 |
1.1897 |
0.0010 |
0.1% |
1.1977 |
| Range |
|
|
|
|
|
| ATR |
0.0059 |
0.0055 |
-0.0003 |
-5.9% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1897 |
1.1897 |
1.1897 |
|
| R3 |
1.1897 |
1.1897 |
1.1897 |
|
| R2 |
1.1897 |
1.1897 |
1.1897 |
|
| R1 |
1.1897 |
1.1897 |
1.1897 |
1.1897 |
| PP |
1.1897 |
1.1897 |
1.1897 |
1.1897 |
| S1 |
1.1897 |
1.1897 |
1.1897 |
1.1897 |
| S2 |
1.1897 |
1.1897 |
1.1897 |
|
| S3 |
1.1897 |
1.1897 |
1.1897 |
|
| S4 |
1.1897 |
1.1897 |
1.1897 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2280 |
1.2229 |
1.2032 |
|
| R3 |
1.2180 |
1.2129 |
1.2005 |
|
| R2 |
1.2079 |
1.2079 |
1.1995 |
|
| R1 |
1.2028 |
1.2028 |
1.1986 |
1.2004 |
| PP |
1.1979 |
1.1979 |
1.1979 |
1.1967 |
| S1 |
1.1928 |
1.1928 |
1.1968 |
1.1903 |
| S2 |
1.1878 |
1.1878 |
1.1959 |
|
| S3 |
1.1778 |
1.1827 |
1.1949 |
|
| S4 |
1.1677 |
1.1727 |
1.1922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1990 |
1.1887 |
0.0103 |
0.9% |
0.0006 |
0.0% |
10% |
False |
False |
|
| 10 |
1.2071 |
1.1887 |
0.0184 |
1.5% |
0.0022 |
0.2% |
5% |
False |
False |
|
| 20 |
1.2200 |
1.1887 |
0.0313 |
2.6% |
0.0028 |
0.2% |
3% |
False |
False |
|
| 40 |
1.2254 |
1.1887 |
0.0367 |
3.1% |
0.0024 |
0.2% |
3% |
False |
False |
1 |
| 60 |
1.2254 |
1.1627 |
0.0627 |
5.3% |
0.0028 |
0.2% |
43% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1897 |
|
2.618 |
1.1897 |
|
1.618 |
1.1897 |
|
1.000 |
1.1897 |
|
0.618 |
1.1897 |
|
HIGH |
1.1897 |
|
0.618 |
1.1897 |
|
0.500 |
1.1897 |
|
0.382 |
1.1897 |
|
LOW |
1.1897 |
|
0.618 |
1.1897 |
|
1.000 |
1.1897 |
|
1.618 |
1.1897 |
|
2.618 |
1.1897 |
|
4.250 |
1.1897 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1897 |
1.1938 |
| PP |
1.1897 |
1.1924 |
| S1 |
1.1897 |
1.1910 |
|